Machine Learning

Bernoulli Distribution

In probability theory and statistics, the Bernoulli distribution, named after Swiss scientist Jacob Bernoulli, is the probability distribution of a random variable which takes value 1 with success probability p and value 0 with failure probability q=1-p.

Some problems in probability involve observing whether a specified event occurs. Noted as a “success” or a “failure”

Theory

If X is a random variable with this distribution, we have:

X 0 1
p(x) 1-p p

The probability mass funtion f of this distribution is as follows:

Examples

  • Toss a coin: Ω = {H, T}
  • Throw a fair die: Ω = {face value is a six, face value is not a six}
  • Sent a message through a network and record whether or not it is received: Ω ={successful transmission, unsuccessful transmission}